BVT Call 96 SNW 20.09.2024
/ DE000VM382Y2
BVT Call 96 SNW 20.09.2024/ DE000VM382Y2 /
8/16/2024 8:04:32 PM |
Chg.+0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
- Bid Size: - |
- Ask Size: - |
SANOFI SA INHABER ... |
96.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
VM382Y |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
SANOFI SA INHABER EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
96.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
19.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
0.20 |
Time value: |
0.31 |
Break-even: |
101.00 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.08 |
Spread %: |
19.05% |
Delta: |
0.61 |
Theta: |
-0.06 |
Omega: |
12.04 |
Rho: |
0.05 |
Quote data
Open: |
0.440 |
High: |
0.440 |
Low: |
0.430 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+26.47% |
1 Month |
|
|
+83.76% |
3 Months |
|
|
+91.96% |
YTD |
|
|
+22.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.280 |
1M High / 1M Low: |
0.480 |
0.234 |
6M High / 6M Low: |
0.480 |
0.115 |
High (YTD): |
1/12/2024 |
0.640 |
Low (YTD): |
4/18/2024 |
0.115 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.226 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
298.00% |
Volatility 6M: |
|
250.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |